Jpmorgan US Bond Active ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
11.70%
increased by 5.54%
1 Week
8.63%
increased by 2.47%
1 Month
7.11%
increased by 0.95%
Analysis last updated: Tuesday, June 23, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 16.04 | |
| 0.4112 | 8.66 | |
| 0.0000 | 0.00 | |
| -0.2920 | -9.94 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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